+225.5%
HOOD vs USHY
+21.9%
+203.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | +0.3% |
| 7D | -9.1% | -0.7% | -8.4% | -6.4% |
| 30D | +20.1% | -0.5% | +20.6% | +23.1% |
| 3M | +31.2% | +0.5% | +30.7% | +29.4% |
| 6M | +44.3% | +1.5% | +42.8% | +38.8% |
| YTD | +0.2% | +1.7% | -1.5% | -3.9% |
| 1Y | -3.5% | +3.5% | -7.1% | -12.9% |
| 3Y | +955.2% | +27.2% | +928.1% | +411.1% |
| 5Y | +175.3% | +21.0% | +154.3% | +90.0% |
| All | +225.5% | +21.9% | +203.6% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling